Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849087.8736 | 715746.1274 | 133341.7462 | 1064438.8701 | 592542.1464 | 471896.7237 |
Total P&L (%) | 849.0879 | 715.7461 | 133.3417 | 1064.4389 | 592.5421 | 471.8967 |
Avg Daily Profit (%) | 0.4589 | 0.3869 | 0.0721 | 0.1328 | 0.1047 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98314 | -66964 | -70231 | -1892783 | -1557454 | -1270457 |
Profit Factor | 2.511 | 3.627 | 1.4606 | 1.1442 | 1.1509 | 1.1366 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 36.3636 | 32 | 40.8163 | 36.3636 | 32 | 40.8163 |
Ratio Avg Win / Avg Loss | 4.3942 | 7.7075 | 2.1179 | 2.0023 | 2.4457 | 1.648 |
Largest Winning Trade | 580344 | 580344 | 65475 | 1691793 | 1691793 | 615806 |
Largest Losing Trade | -27504 | -27504 | -22165 | -630450 | -616028 | -630450 |
Avg Bars in Trades | 108 | 85 | 131 | 108 | 85 | 131 |
Avg Bars in Winners | 208 | 179 | 231 | 208 | 179 | 231 |
Avg Bars in Losers | 51 | 41 | 62 | 51 | 41 | 62 |
Bars Traded | 10745 | 4292 | 6453 | 10745 | 4292 | 6453 |
Profit Streak | 0 | 0 | 34.7776 | 0 | 0 | 34.7776 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359917 | -170632 | -97469 | -81209 | -293338 | -139202 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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